CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 17-Jul-2013

Day Change Summary
	Previous	Current
	16-Jul-2013	17-Jul-2013	Change	Change %	Previous Week
Open	1.5128	1.5090	-0.0038	-0.3%	1.4930
High	1.5128	1.5197	0.0069	0.5%	1.5169
Low	1.5128	1.5090	-0.0038	-0.3%	1.4850
Close	1.5128	1.5187	0.0059	0.4%	1.5081
Range	0.0000	0.0107	0.0107		0.0319
ATR	0.0082	0.0084	0.0002	2.2%	0.0000
Volume	5	5	0	0.0%	71

Daily Pivots for day following 17-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5479	1.5440	1.5246
R3	1.5372	1.5333	1.5216
R2	1.5265	1.5265	1.5207
R1	1.5226	1.5226	1.5197	1.5246
PP	1.5158	1.5158	1.5158	1.5168
S1	1.5119	1.5119	1.5177	1.5139
S2	1.5051	1.5051	1.5167
S3	1.4944	1.5012	1.5158
S4	1.4837	1.4905	1.5128

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5990	1.5855	1.5256
R3	1.5671	1.5536	1.5169
R2	1.5352	1.5352	1.5139
R1	1.5217	1.5217	1.5110	1.5285
PP	1.5033	1.5033	1.5033	1.5067
S1	1.4898	1.4898	1.5052	1.4966
S2	1.4714	1.4714	1.5023
S3	1.4395	1.4579	1.4993
S4	1.4076	1.4260	1.4906

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5197	1.5081	0.0116	0.8%	0.0046	0.3%	91%	True	False	11
10	1.5251	1.4850	0.0401	2.6%	0.0040	0.3%	84%	False	False	10
20	1.5462	1.4850	0.0612	4.0%	0.0023	0.1%	55%	False	False	6
40	1.5680	1.4850	0.0830	5.5%	0.0011	0.1%	41%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.5652
2.618	1.5477
1.618	1.5370
1.000	1.5304
0.618	1.5263
HIGH	1.5197
0.618	1.5156
0.500	1.5144
0.382	1.5131
LOW	1.5090
0.618	1.5024
1.000	1.4983
1.618	1.4917
2.618	1.4810
4.250	1.4635

Fisher Pivots for day following 17-Jul-2013
Pivot	1 day	3 day
R1	1.5173	1.5171
PP	1.5158	1.5155
S1	1.5144	1.5139

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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